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The journal of fixed income
NBER Working Papers
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1
Fixed-income portfolio allocation including hedge fund strategies : a copula opinion pooling approach
Stein, Michael
;
Füss, Roland
;
Drobetz, Wolfgang
- In:
The journal of fixed income
18
(
2008/09
)
4
,
pp. 78-91
Persistent link: https://www.econbiz.de/10003848046
Saved in:
2
Hedging and replication of fixed-income portfolios
Dynkin, Lev
;
Hyman, Jay
;
Lindner, Peter
- In:
The journal of fixed income
11
(
2001
)
4
,
pp. 43-63
Persistent link: https://www.econbiz.de/10001701721
Saved in:
3
Hedging inflation-linked liabilities without inflation-linked instruments through long/short investments in nominal bonds
Martellini, Lionel
;
Milhau, Vincent
;
Tarelli, Andrea
- In:
The journal of fixed income
24
(
2015
)
3
,
pp. 5-29
Persistent link: https://www.econbiz.de/10011292829
Saved in:
4
Pricing coupon
bond
options and swaptions under the two-factor Hull-White model
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
27
(
2017
)
2
,
pp. 30-36
Persistent link: https://www.econbiz.de/10011803731
Saved in:
5
Counterparty risk in exchange-traded notes (ETNs)
Cserna, Balázs
;
Levy, Ariel
;
Wiener, Zvi
- In:
The journal of fixed income
23
(
2013
)
1
,
pp. 76-101
Persistent link: https://www.econbiz.de/10009783196
Saved in:
6
Returns-based style analysis of high-yield bonds
Domian, Dale L.
;
Reichenstein, William R.
- In:
The journal of fixed income
17
(
2007
)
4
,
pp. 72-87
Persistent link: https://www.econbiz.de/10003729820
Saved in:
7
Implied interest rate skew, term premiums, and the "conundrum"
Durham, J. Benson
- In:
The journal of fixed income
17
(
2007
)
4
,
pp. 88-99
Persistent link: https://www.econbiz.de/10003729823
Saved in:
8
Crisis-robust
bond
portfolios
Brière, Marie
;
Szafarz, Ariane
- In:
The journal of fixed income
18
(
2008/09
)
2
,
pp. 57-70
Persistent link: https://www.econbiz.de/10003777621
Saved in:
9
Profit from mean-reverting yield curve trading strategies
Chua, Choong Tze
;
Koh, Winston T. H.
;
Ramaswamy, Krishna
- In:
The journal of fixed income
15
(
2006
)
4
,
pp. 20-33
Persistent link: https://www.econbiz.de/10003339377
Saved in:
10
Additional analytical approximations of the term structure and distributional assumptions for jump-diffusion processes
Durham, J. Benson
- In:
The journal of fixed income
15
(
2006
)
4
,
pp. 61-73
Persistent link: https://www.econbiz.de/10003339418
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